Apostolos Kourtis
University of East Anglia(GB)University of Nicosia(CY)Institute for the Future(US)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Risk and Portfolio Optimization, Monetary Policy and Economic Impact
Most-Cited Works
- → Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix(2012)90 cited
- → Wine price risk management: International diversification and derivative instruments(2012)45 cited
- → A Stability Approach to Mean‐Variance Optimization(2015)25 cited
- → Covariance forecasting in equity markets(2018)19 cited
- → Can we price beauty? Aesthetics and digital art markets(2024)10 cited
- → An International Comparison of Implied, Realized, and GARCH Volatility Forecasts(2016)8 cited
- → Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry(2021)